+14.9%
PLD vs GTLB
-50.8%
+65.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -0.7% | -6.6% | +5.9% | 0.0% |
| 30D | -2.2% | +13.7% | -16.0% | -3.7% |
| 3M | -7.4% | +52.9% | -60.3% | -11.8% |
| 6M | +1.9% | +88.5% | -86.6% | -5.8% |
| YTD | +7.9% | +23.4% | -15.5% | +4.1% |
| 1Y | +25.1% | -3.8% | +28.9% | +23.7% |
| 3Y | +21.9% | -11.5% | +33.4% | +17.7% |
| All | +14.9% | -50.8% | +65.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling